Stochastic non-smooth envelopment of data: semi-parametric frontier estimation subject to shape constraints

Stochastic non-smooth envelopment of data: Semi-parametric frontier estimation subject to shape constraints

The field of productive efficiency analysis is currently divided between two main paradigms: the deterministic, nonparametric Data Envelopment Analysis (DEA) and the parametric Stochastic Frontier Analysis (SFA). This paper examines an encompassing semiparametric frontier model that combines the DEA-type nonparametric frontier, which satisfies monotonicity and concavity, with the SFA-style stoc...

Stochastic Nonparametric Envelopment of Data: Frontier Estimation Subject to Shape Constraints

Literature of productive efficiency analysis is currently divided between two main paradigms: the parametric Stochastic Frontier Analysis (SFA) and the deterministic, nonparametric Data Envelopment Analysis (DEA). This paper develops a new encompassing framework that melds the SFA-style stochastic composite error term to the DEA-type nonparametric frontier that satisfies monotonicity and concav...

Stochastic Nonparametric Envelopment of Data: Cross-sectional frontier estimation subject to shape constraints

The field of production frontier estimation is divided between the parametric Stochastic Frontier Analysis (SFA) and the deterministic, nonparametric Data Envelopment Analysis (DEA). This paper explores an amalgam of DEA and SFA that melds a nonparametric frontier with a stochastic composite error. Our model imposes the standard SFA assumptions for the inefficiency and noise terms. The frontier...

Stochastic Non-Parametric Frontier Analysis

In this paper we develop an approach that synthesizes the best features of the two main methods in the estimation of production efficiency. Specically, our approach first allows for statistical noise, similar to Stochastic frontier analysis, and second, it allows modeling multiple-inputs-multiple-outputs technologies without imposing parametric assumptions on production relationship, similar to...

Comparative Analysis of Stochastic Frontier Partially non-parametric and Stochastic Frontier Parametric Methods Case Study: Measuring Cost Efficiency in Wheat Production in Iran